期权契约下考虑供应中断和风险规避的供应链采购管理

Supply Chain Procurement Studies that Consider Supply Disruption and Risk Aversion under Option Contracts

为更加合理地分析零售商在供应链体系中的采购行为,以存在损失厌恶心理的零售商为研究对象,探究存在供应中断情形下零售商使用期权契约的采购行为。建立了在前述情景下零售商的订货模型,分析了风险厌恶水平以及中断概率对零售商订购决策以及最优期望效用的影响。结果表明:风险厌恶水平以及中断概率的增加都会改变零售商的订购组合从而使其最优期望效用降低;而相比较而言,中断概率对零售商的影响要大于风险厌恶水平对零售商的影响。

In order to more reasonably analyze the purchasing behavior of retailers in the supply chain system,the purchasing behavior of retailers using option contracts in the presence of supply interruption is explored by retailers with loss aversion.The order model of retailers in the preceding scenarios is established,and the influence of risk aversion level and interruption probability on retailers'ordering decisions and optimal expected utility is analyzed.The results show that the risk aversion level and the increase in the probability of interruption will change the retailer's ordering mix and reduce its optimal desired utility;in contrast,the probability of disruption affects retailers more than risk aversion levels on retailers.